NYMEX Light Sweet Crude Oil Future September 2008


Trading Metrics calculated at close of trading on 10-Oct-2007
Day Change Summary
Previous Current
09-Oct-2007 10-Oct-2007 Change Change % Previous Week
Open 75.50 76.45 0.95 1.3% 74.70
High 76.13 76.45 0.32 0.4% 76.60
Low 75.40 76.45 1.05 1.4% 74.47
Close 76.13 77.04 0.91 1.2% 76.95
Range 0.73 0.00 -0.73 -100.0% 2.13
ATR 0.62 0.60 -0.02 -3.4% 0.00
Volume 444 971 527 118.7% 2,382
Daily Pivots for day following 10-Oct-2007
Classic Woodie Camarilla DeMark
R4 76.65 76.84 77.04
R3 76.65 76.84 77.04
R2 76.65 76.65 77.04
R1 76.84 76.84 77.04 76.75
PP 76.65 76.65 76.65 76.60
S1 76.84 76.84 77.04 76.75
S2 76.65 76.65 77.04
S3 76.65 76.84 77.04
S4 76.65 76.84 77.04
Weekly Pivots for week ending 05-Oct-2007
Classic Woodie Camarilla DeMark
R4 82.40 81.80 78.12
R3 80.27 79.67 77.54
R2 78.14 78.14 77.34
R1 77.54 77.54 77.15 77.84
PP 76.01 76.01 76.01 76.16
S1 75.41 75.41 76.75 75.71
S2 73.88 73.88 76.56
S3 71.75 73.28 76.36
S4 69.62 71.15 75.78
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 76.60 74.47 2.13 2.8% 0.24 0.3% 121% False False 676
10 76.60 74.47 2.13 2.8% 0.21 0.3% 121% False False 699
20 77.13 73.60 3.53 4.6% 0.12 0.2% 97% False False 1,298
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.02
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 76.45
2.618 76.45
1.618 76.45
1.000 76.45
0.618 76.45
HIGH 76.45
0.618 76.45
0.500 76.45
0.382 76.45
LOW 76.45
0.618 76.45
1.000 76.45
1.618 76.45
2.618 76.45
4.250 76.45
Fisher Pivots for day following 10-Oct-2007
Pivot 1 day 3 day
R1 76.84 76.64
PP 76.65 76.25
S1 76.45 75.85

These figures are updated between 7pm and 10pm EST after a trading day.

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